You will see a directory (folder) in your home folder/.mozilla/firefox which consists of letters and/or numbers. Create a directory named "chrome" within that directory.

Copy the downloaded file to the newly-created "chrome" directory.

If you have KDE installed, in the application preferences within System Settings, make sure that GTK applications are set to use the proper GTK icon theme you want. You can also prevent GTK applications looking like KDE ones by changing the GTK theme within KDE's System Settings and/or turning off the option to apply KDE colours to non-KDE applications, but this will make GTK applications look out of place in KDE.